+49.0%
REGN vs HUM
+51.1%
-2.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +14.4% | +1.6% | +12.9% | +14.4% |
| 30D | +28.1% | +3.5% | +24.6% | +28.0% |
| 3M | +22.5% | +15.5% | +7.0% | +22.4% |
| 6M | +31.6% | +76.2% | -44.6% | +30.5% |
| YTD | +21.0% | +64.5% | -43.5% | +17.8% |
| 1Y | +49.0% | +50.0% | -1.1% | +44.5% |
| All | +49.0% | +51.1% | -2.1% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling